Forecasting the spot price behavior in the brazilian energy market with statistical tools

Detalhes bibliográficos
Autor(a) principal: Lagasse, William
Data de Publicação: 2020
Outros Autores: Venturini, Simone Ferigolo, Weber, Natália de Assis Brasil, Scherer, Fernando Augusto Hübner, Schneider, Paulo Smith, Toni Júnior, Amir Roberto de, Braga, Walber Ferreira
Tipo de documento: Artigo de conferência
Idioma: eng
Título da fonte: Repositório Institucional da UFRGS
Texto Completo: http://hdl.handle.net/10183/217261
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spelling Lagasse, WilliamVenturini, Simone FerigoloWeber, Natália de Assis BrasilScherer, Fernando Augusto HübnerSchneider, Paulo SmithToni Júnior, Amir Roberto deBraga, Walber FerreiraIbero-Latin-American Congress on Computational Methods in Engineering (41. : 2020. : On-line)2021-01-13T04:10:46Z20202675-6269http://hdl.handle.net/10183/217261001120614application/pdfengIberian Latin-American Congress on Computational Methods in Engineering (41. : 2020 : On-line). Proceedings [recurso eletrônico]. São Paulo: ABMEC, 2020.Energia elétrica : Aspectos econômicosModelos de previsãoModelos de regressãoSéries temporaisSpot priceForecasting modelsRegression modelsTime series forecastingForecasting the spot price behavior in the brazilian energy market with statistical toolsinfo:eu-repo/semantics/conferenceObjectinfo:eu-repo/semantics/otherinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/openAccessreponame:Repositório Institucional da UFRGSinstname:Universidade Federal do Rio Grande do Sul (UFRGS)instacron:UFRGSTEXT001120614.pdf.txt001120614.pdf.txtExtracted Texttext/plain22972http://www.lume.ufrgs.br/bitstream/10183/217261/2/001120614.pdf.txt10b1c28b797db544eeb6b833498febd0MD52ORIGINAL001120614.pdfTexto completo (inglês)application/pdf697296http://www.lume.ufrgs.br/bitstream/10183/217261/1/001120614.pdf1ee0e695cedeb836f2c3b3ce34652546MD5110183/2172612023-12-03 04:26:15.699282oai:www.lume.ufrgs.br:10183/217261Repositório de PublicaçõesPUBhttps://lume.ufrgs.br/oai/requestopendoar:2023-12-03T06:26:15Repositório Institucional da UFRGS - Universidade Federal do Rio Grande do Sul (UFRGS)false
dc.title.pt_BR.fl_str_mv Forecasting the spot price behavior in the brazilian energy market with statistical tools
title Forecasting the spot price behavior in the brazilian energy market with statistical tools
spellingShingle Forecasting the spot price behavior in the brazilian energy market with statistical tools
Lagasse, William
Energia elétrica : Aspectos econômicos
Modelos de previsão
Modelos de regressão
Séries temporais
Spot price
Forecasting models
Regression models
Time series forecasting
title_short Forecasting the spot price behavior in the brazilian energy market with statistical tools
title_full Forecasting the spot price behavior in the brazilian energy market with statistical tools
title_fullStr Forecasting the spot price behavior in the brazilian energy market with statistical tools
title_full_unstemmed Forecasting the spot price behavior in the brazilian energy market with statistical tools
title_sort Forecasting the spot price behavior in the brazilian energy market with statistical tools
author Lagasse, William
author_facet Lagasse, William
Venturini, Simone Ferigolo
Weber, Natália de Assis Brasil
Scherer, Fernando Augusto Hübner
Schneider, Paulo Smith
Toni Júnior, Amir Roberto de
Braga, Walber Ferreira
author_role author
author2 Venturini, Simone Ferigolo
Weber, Natália de Assis Brasil
Scherer, Fernando Augusto Hübner
Schneider, Paulo Smith
Toni Júnior, Amir Roberto de
Braga, Walber Ferreira
author2_role author
author
author
author
author
author
dc.contributor.event.pt_BR.fl_str_mv Ibero-Latin-American Congress on Computational Methods in Engineering (41. : 2020. : On-line)
dc.contributor.author.fl_str_mv Lagasse, William
Venturini, Simone Ferigolo
Weber, Natália de Assis Brasil
Scherer, Fernando Augusto Hübner
Schneider, Paulo Smith
Toni Júnior, Amir Roberto de
Braga, Walber Ferreira
dc.subject.por.fl_str_mv Energia elétrica : Aspectos econômicos
Modelos de previsão
Modelos de regressão
Séries temporais
topic Energia elétrica : Aspectos econômicos
Modelos de previsão
Modelos de regressão
Séries temporais
Spot price
Forecasting models
Regression models
Time series forecasting
dc.subject.eng.fl_str_mv Spot price
Forecasting models
Regression models
Time series forecasting
publishDate 2020
dc.date.issued.fl_str_mv 2020
dc.date.accessioned.fl_str_mv 2021-01-13T04:10:46Z
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dc.identifier.uri.fl_str_mv http://hdl.handle.net/10183/217261
dc.identifier.issn.pt_BR.fl_str_mv 2675-6269
dc.identifier.nrb.pt_BR.fl_str_mv 001120614
identifier_str_mv 2675-6269
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url http://hdl.handle.net/10183/217261
dc.language.iso.fl_str_mv eng
language eng
dc.relation.ispartof.pt_BR.fl_str_mv Iberian Latin-American Congress on Computational Methods in Engineering (41. : 2020 : On-line). Proceedings [recurso eletrônico]. São Paulo: ABMEC, 2020.
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